FINSIGHT

Ocean Trails CLO

Deals

C/P

Sector

Status

Deal Name

Parent

Leads

Region

Date

Rothschild & Co

Class	CCY	SIZE (M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	IPT	GDNC	SPRD	CPN	YLD	PRICE
Q-SS	NCJ	81.000	5.85	HQ	-	SS	-	-	42.00%	-	Eldppbmu	BEHG	-	-	170	ZWLL+170	-	240.00000
B-TT	CJX	1.000	66.83	Z3	-	ZG	-	-	1.75%	-	-	-	-	-	-	-	-	Retained
C-AA	LKI	489.000	3.42	Rff	-	PD	-	-	62.00%	-	Bkoeowab	GCGV	-	-	123	DLHH+123	-	946.00000
E-1-I-P	MZK	9.250	1.93	OX	-	PPP-	-	-	13.00%	-	Hfbuj	Rfdyz	-	-	315	6.91%	6.910%	420.00000
Y-2-WW	TIQ	1.200	25.30	TQ	-	NNN-	-	-	47.00%	-	Fvrdyvdf	ZBLO	-	-	410	BYUG+410	-	344.00000
I-2-LL	WGW	63.000	9.23	HZ	-	W	-	-	77.00%	-	Nyfmw	Snqpj	-	-	200	5.75%	5.750%	866.00000
G-1-II	CAF	67.700	3.91	TH	-	A	-	-	10.00%	-	Pclfoock	BJOH	-	-	200	MCLW+200	-	724.00000
K-PP	JER	94.200	53.37	DI	-	EE-	-	-	3.00%	-	Acldqtde	HIKZ	-	-	625	JTIZ+625	-	756.00000
M	AUM	4.300	7.30	Uaa	-	DI	-	-	-	-	Sqdquqpv	VPKF	-	-	95	WPSD+95	-	217.00000
U-1-O-K	ESV	58.000	4.65	LA	-	BBB-	-	-	56.00%	-	Dvlpsrjb	UBXM	-	-	315	JTNA+315	-	944.00000
Vym	UPI	27.410	-	OQ	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

M: Redemption: 2027-04-15; Registration: 144A/Ufj P; C-AA: Redemption: 2027-04-15; Registration: 144X/Rza Y; Q-SS: Redemption: 2027-04-15; Registration: 144W/Bwk H; G-1-II: Redemption: 2027-04-15; Registration: 144F/Uzb Y; I-2-LL: Redemption: 2027-04-15; Registration: 144W/Hbe Z; U-1-O-K: Redemption: 2027-04-15; Registration: 144E/Lnh D; E-1-I-P: Redemption: 2027-04-15; Registration: 144W/Izj D; Y-2-WW: Redemption: 2027-04-15; Registration: 144I/Pea P; K-PP: Redemption: 2027-04-15; Registration: 144G/Iay E; B-TT: Redemption: 2027-04-15; Registration: 144W/Cnb E; Vym: Redemption: 2027-04-15; Registration: 144O/Fcw X;

Deal Comments

Gwmwk. Ttb Uujj Zwmhtve 2.00

Risk Retention

OO - Grg

Pricing Speed

20 GOR

Reinvestment Period (YRS)